Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49106.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 40530.64 Kr¶

PnL: ---------------------------------------> -10.28 Kr¶

DD now: ---------------------------------> -7.556 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:24:52.022482'

Anic Portfolio¶

Today¶

Return: -0.399 %¶

This Week¶

Return: -0.399 %¶

Total portfolio value¶

Return including deposits: 60.762 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.230000 1662.840000 195.300000 13.310000 1467.540000
Orrön Energy 180 0.840000 2057.400000 19.800000 0.970000 2037.600000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
JM 6 0.970000 870.600000 8.400000 0.970000 862.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Hexagon B 26 0.110000 3455.400000 3.900000 0.110000 3451.500000
Creaspac SPAC 39 0.000000 3712.800000 3.900000 0.110000 3708.900000
EQT 4 0.430000 833.200000 3.600000 0.430000 829.600000
AcadeMedia 8 0.200000 403.600000 2.400000 0.600000 401.200000
Hoist Finance 35 0.180000 980.000000 1.750000 0.180000 978.250000
ASSA ABLOY B 3 0.190000 778.500000 1.500000 0.190000 777.000000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Platzer Fastigheter Holding B 12 0.000000 958.800000 0.000000 0.000000 958.800000
Sagax B 4 -0.050000 851.600000 -0.400000 -0.050000 852.000000
BioGaia B 8 -0.170000 926.400000 -1.600000 -0.170000 928.000000
Atrium Ljungberg B 5 -0.210000 931.000000 -2.000000 -0.210000 933.000000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Alimak Group 11 -0.240000 924.000000 -2.200000 -0.240000 926.200000
Catena 2 -0.300000 787.200000 -2.400000 -0.300000 789.600000
Nordic Waterproofing Holding 7 -0.730000 957.600000 -7.000000 -0.730000 964.600000
Bilia A 8 -1.070000 889.600000 -8.000000 -0.890000 897.600000
Bufab 3 -0.810000 1097.400000 -9.000000 -0.810000 1106.400000
Indutrade 5 -1.110000 1201.000000 -13.500000 -1.110000 1214.500000
OX2 13 -1.650000 932.100000 -15.600000 -1.650000 947.700000
INVISIO 16 -0.430000 3664.000000 -16.000000 -0.430000 3680.000000
Latour B 4 -2.010000 838.000000 -17.200000 -2.010000 855.200000
Addnode Group B 11 -1.920000 900.900000 -17.600000 -1.920000 918.500000
BHG Group 97 -2.200000 1423.960000 -31.040000 -2.130000 1455.000000
VEF 909 -2.400000 1808.000000 -37.270000 -2.020000 1845.270000
Hexatronic Group 12 -3.930000 926.640000 -37.920000 -3.930000 964.560000
Vitec Software Group B 2 -4.240000 1038.000000 -46.000000 -4.240000 1084.000000
TOTAL 40530.640000 -10.280000 -7.55596% 40540.920000

Updated:¶

'2023-07-03 09:25:08.904558'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶